DAX Index Future September 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	9,668.5	9,638.5	-30.0	-0.3%	9,621.5
High	9,699.0	9,721.0	22.0	0.2%	9,826.5
Low	9,603.5	9,595.5	-8.0	-0.1%	9,591.5
Close	9,653.5	9,701.5	48.0	0.5%	9,625.5
Range	95.5	125.5	30.0	31.4%	235.0
ATR	126.5	126.5	-0.1	-0.1%	0.0
Volume	1,842	837	-1,005	-54.6%	3,030

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,049.2	10,000.8	9,770.5
R3	9,923.7	9,875.3	9,736.0
R2	9,798.2	9,798.2	9,724.5
R1	9,749.8	9,749.8	9,713.0	9,774.0
PP	9,672.7	9,672.7	9,672.7	9,684.8
S1	9,624.3	9,624.3	9,690.0	9,648.5
S2	9,547.2	9,547.2	9,678.5
S3	9,421.7	9,498.8	9,667.0
S4	9,296.2	9,373.3	9,632.5

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,386.2	10,240.8	9,754.8
R3	10,151.2	10,005.8	9,690.1
R2	9,916.2	9,916.2	9,668.6
R1	9,770.8	9,770.8	9,647.0	9,843.5
PP	9,681.2	9,681.2	9,681.2	9,717.5
S1	9,535.8	9,535.8	9,604.0	9,608.5
S2	9,446.2	9,446.2	9,582.4
S3	9,211.2	9,300.8	9,560.9
S4	8,976.2	9,065.8	9,496.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,826.5	9,556.0	270.5	2.8%	128.4	1.3%	54%	False	False	1,002
10	9,826.5	9,507.5	319.0	3.3%	107.0	1.1%	61%	False	False	652
20	9,826.5	9,395.0	431.5	4.4%	116.2	1.2%	71%	False	False	437
40	9,826.5	9,113.5	713.0	7.3%	123.1	1.3%	82%	False	False	331
60	9,826.5	8,953.5	873.0	9.0%	125.4	1.3%	86%	False	False	239
80	9,826.5	8,953.5	873.0	9.0%	122.0	1.3%	86%	False	False	188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,254.4
2.618	10,049.6
1.618	9,924.1
1.000	9,846.5
0.618	9,798.6
HIGH	9,721.0
0.618	9,673.1
0.500	9,658.3
0.382	9,643.4
LOW	9,595.5
0.618	9,517.9
1.000	9,470.0
1.618	9,392.4
2.618	9,266.9
4.250	9,062.1

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	9,687.1	9,680.5
PP	9,672.7	9,659.5
S1	9,658.3	9,638.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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